They can 'discover' it all they want but it isn't illegal nor can they confiscate it for any reason. You won't be the first people to be traveling with 'items'. They have seen them many times before. Don't worry about any embarrassment. Also, you will have no customs until you return to the United States. Have fun. Wayne <><
If you do take the batteries out make sure you put some tape over the contacts to protect them from shorting out and overheating. I believe there is some rule about having loose or not properly packaged batteries in the TSA guidelines. I have used the blue masking tape used for paint trim work because I found you can reuse it on the return trip.